Share price$4.58
1D+0.4%
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Themes ETF Trust Leverage Shares 2x Long SNAP Daily ETF SNAG
i
Market dataready · fetched 2026-11-14T01:47:27.877Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.
History dataPriceAlpaca · sip · 2026-11-13T21:00:00.150652783Z
FundamentalsLeverage Shares · ready · as of 2026-11-14 · fetched 2026-11-14T01:47:26.504089+00:00
Themes ETF Trust Leverage Shares 2x Long SNAP Daily ETF options
PutsExpensive1.37×
CallsExpensive1.48×
SkewBullish-10.78 pp
Implied moveBearish±$0.77
TiltBearish6.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.06 | 300.7% | 57.8% | 3.54 | 266.4% | 27.1% |
| 25Δ | 5.93 | 223.2% | 33.3% | 3.92 | 209.6% | 19.3% |
| 30Δ | 5.57 | 195.9% | 25.8% | 4.09 | 190.0% | 16.3% |
| 35Δ | 5.21 | 168.5% | 18.3% | 4.21 | 179.9% | 14.5% |
| 40Δ | 4.95 | 152.0% | 13.4% | 4.33 | 169.9% | 12.8% |
| 45Δ | 4.83 | 150.2% | 12.0% | 4.45 | 159.8% | 11.0% |
| 50Δ | 4.71 | 148.4% | 10.6% | 4.57 | 149.8% | 9.2% |
| 55Δ | 4.59 | 146.6% | 9.2% | 4.69 | 139.7% | 7.5% |
| 60Δ | 4.46 | 144.8% | 7.9% | 4.81 | 129.7% | 5.7% |
| 65Δ | 4.34 | 142.9% | 6.5% | 4.93 | 119.6% | 4.0% |
| 70Δ | 4.22 | 141.1% | 5.1% | 5.07 | 113.6% | 2.7% |
| 75Δ | 4.10 | 139.3% | 3.7% | 5.26 | 113.7% | 2.2% |
| 80Δ | 3.95 | 142.2% | 2.4% | 5.44 | 113.8% | 1.7% |
20Δ
- Pseudo strike
- 7.06
- IV
- 300.7%
- B/E move
- 57.8%
- Pseudo strike
- 3.54
- IV
- 266.4%
- B/E move
- 27.1%
25Δ
- Pseudo strike
- 5.93
- IV
- 223.2%
- B/E move
- 33.3%
- Pseudo strike
- 3.92
- IV
- 209.6%
- B/E move
- 19.3%
30Δ
- Pseudo strike
- 5.57
- IV
- 195.9%
- B/E move
- 25.8%
- Pseudo strike
- 4.09
- IV
- 190.0%
- B/E move
- 16.3%
35Δ
- Pseudo strike
- 5.21
- IV
- 168.5%
- B/E move
- 18.3%
- Pseudo strike
- 4.21
- IV
- 179.9%
- B/E move
- 14.5%
40Δ
- Pseudo strike
- 4.95
- IV
- 152.0%
- B/E move
- 13.4%
- Pseudo strike
- 4.33
- IV
- 169.9%
- B/E move
- 12.8%
45Δ
- Pseudo strike
- 4.83
- IV
- 150.2%
- B/E move
- 12.0%
- Pseudo strike
- 4.45
- IV
- 159.8%
- B/E move
- 11.0%
50Δ
- Pseudo strike
- 4.71
- IV
- 148.4%
- B/E move
- 10.6%
- Pseudo strike
- 4.57
- IV
- 149.8%
- B/E move
- 9.2%
55Δ
- Pseudo strike
- 4.59
- IV
- 146.6%
- B/E move
- 9.2%
- Pseudo strike
- 4.69
- IV
- 139.7%
- B/E move
- 7.5%
60Δ
- Pseudo strike
- 4.46
- IV
- 144.8%
- B/E move
- 7.9%
- Pseudo strike
- 4.81
- IV
- 129.7%
- B/E move
- 5.7%
65Δ
- Pseudo strike
- 4.34
- IV
- 142.9%
- B/E move
- 6.5%
- Pseudo strike
- 4.93
- IV
- 119.6%
- B/E move
- 4.0%
70Δ
- Pseudo strike
- 4.22
- IV
- 141.1%
- B/E move
- 5.1%
- Pseudo strike
- 5.07
- IV
- 113.6%
- B/E move
- 2.7%
75Δ
- Pseudo strike
- 4.10
- IV
- 139.3%
- B/E move
- 3.7%
- Pseudo strike
- 5.26
- IV
- 113.7%
- B/E move
- 2.2%
80Δ
- Pseudo strike
- 3.95
- IV
- 142.2%
- B/E move
- 2.4%
- Pseudo strike
- 5.44
- IV
- 113.8%
- B/E move
- 1.7%
Options history
IV · four-Friday blend168.85%
Daily EOD
9 observations2026-10-20 — 2026-10-30
Table
| Date | IV (%) |
|---|---|
| 150.72% | |
| 153.08% | |
| 154.75% | |
| 156.36% | |
| 151.22% | |
| 157.12% | |
| 157.88% | |
| 161.75% | |
| 168.85% |